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******"Macroprudential Regulation, Quantitative Easing, and Bank Lending"*******
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global y "lncdisbur_w199"
global ec4 "dT1e14 dT2e14 dT3e14 dT4e14 dT5e14 dT7e14 dT8e14 dT9e14 dT10e14 dT11e14 dT12e14"
global controls "lncrefin dT*exlnassets dT*excashas"
global regcommands ", pool(5) compact absorb(bankid borrowerid#time) vce(cluster bankid)"

**# Bookmark (input)
clear *
import sas ENTE_SEGN CENSITO_CRITTOG TIME DISBUR COM COMUNE_DIP using $inputdirectory/bloans, case(lower)
run RO_creditregister tm(2014m6) tm(2015m6) 0
keep bankid borrowerid time disbur

**# Bookmark (input)
merge m:1 bankid using $inputdirectory/INB_gru2015, keepus(gru)
keep if _merge!=2
drop _merge
replace gru=bankid if gru==.
drop bankid
rename gru bankid
collapse (sum) disbur, by(bankid borrowerid time)

**# Bookmark (input)
merge m:1 bankid using $inputdirectory/INB_preann2014m12, keepus(e14 exlnassets excashas)
keep if _merge==3
drop _merge

**# Bookmark (input)
merge m:1 bankid time using $inputdirectory/INB_refinm2015, keepus(lncrefin)
keep if _merge!=2
drop _merge

egen id=group(bankid borrowerid)
xtset id time
gen lncdisbur=100*(ln(disbur)-ln(L.disbur))
keep if time>=tm(2014m7)&time<=tm(2015m6)
winsor2 lncdisbur if lncdisbur!=., suffix(_w199) cuts(1 99)

run RO_tdummies 2015 12
run RO_tdintera 12 "e14 exlnassets excashas"

**# Bookmark (output)
est clear
cd $outputdirectory
reghdfe $y $ec4 $controls $regcommands
est save TABIIH
cd ..
